Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.566 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47839.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46444.42 Kr¶

PnL: ---------------------------------------> -444.15 Kr¶

DD now: ---------------------------------> -1.626 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:14:26.311972'

Anic Portfolio¶

Today¶

Return: -0.234 %¶

This Week¶

Return: -0.153 %¶

Total¶

Return: 56.614 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
SAAB B 8 1.430000 3456.000000 79.000000 2.340000 3377.000000
AcadeMedia 12 -0.690000 603.000000 46.000000 8.260000 557.000004
Boozt 12 0.000000 1696.800000 42.800000 2.590000 1653.999996
Corem Property Group B 59 -0.660000 618.320000 41.320000 7.160000 576.999999
Nordea Bank Abp 29 1.110000 3492.760000 38.760000 1.120000 3453.999992
Resurs Holding 22 0.250000 610.940000 36.940000 6.440000 573.999998
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -1.020000 386.900000 31.900000 8.990000 355.000000
Norva24 Group 16 1.240000 573.440000 30.440000 5.610000 543.000000
HMS Networks 2 -1.240000 702.000000 29.000000 4.310000 673.000000
Intrum 4 0.370000 547.400000 20.400000 3.870000 527.000000
Swedbank A 3 0.310000 582.900000 18.900000 3.350000 564.000000
Securitas B 6 -0.020000 588.480000 18.480000 3.240000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 0.090000 548.250000 2.250000 0.410000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Midsona B 63 -0.110000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -0.390000 558.400000 -15.600000 -2.720000 574.000000
CTEK 13 -0.250000 516.100000 -17.900000 -3.350000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 0.000000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 2.450000 560.610000 -52.390000 -8.550000 612.999432
Sampo Oyj SDB 7 -0.920000 3773.000000 -77.000000 -2.000000 3850.000000
Axfood 13 0.510000 3601.000000 -155.000000 -4.130000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -1.060000 1432.800000 -231.200000 -13.890000 1663.999992
Ovzon 52 -2.180000 2802.800000 -559.200000 -16.630000 3361.999992
TOTAL 46444.420000 -444.150000 -1.62554% 46888.564618

Updated:¶

'2023-01-25 09:14:39.084544'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶